+304.8%
SPY vs SO
+188.2%
+116.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -3.7% | +8.7% | -12.4% | -6.4% |
| 3M | -2.7% | +3.4% | -6.1% | -4.0% |
| 6M | +2.2% | +3.7% | -1.5% | +0.5% |
| YTD | +10.8% | +10.0% | +0.8% | +6.3% |
| 1Y | +11.2% | +6.6% | +4.6% | +7.9% |
| 3Y | +76.5% | +52.5% | +24.0% | +46.2% |
| 5Y | +72.9% | +76.1% | -3.1% | +33.5% |
| 10Y | +304.8% | +194.9% | +109.9% | +176.0% |
| All | +304.8% | +188.2% | +116.6% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling